+49.1%
CNP vs XLRE
+31.2%
+17.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.5% |
| 7D | -1.4% | -1.2% | -0.3% | -0.8% |
| 30D | -2.9% | -2.4% | -0.5% | -1.7% |
| 3M | -7.5% | -2.5% | -5.0% | -6.3% |
| 6M | -7.9% | +4.0% | -11.9% | -9.8% |
| YTD | +3.7% | +9.3% | -5.5% | -1.1% |
| 1Y | +4.6% | +5.6% | -1.0% | +1.5% |
| 3Y | +49.1% | +31.3% | +17.9% | +28.0% |
| All | +49.1% | +31.2% | +17.9% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded XLRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling